Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47836.83 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46441.86 Kr¶

PnL: ---------------------------------------> -446.71 Kr¶

DD now: ---------------------------------> -1.631 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 10:02:51.642696'

Anic Portfolio¶

Today¶

Return: -0.239 %¶

This Week¶

Return: -0.159 %¶

Total¶

Return: 56.605 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
Beijer Electronics Group 26 0.500000 3109.600000 138.600000 4.670000 2971.000006
FM Mattsson Mora Group B 50 -1.610000 3050.000000 123.000000 4.200000 2927.000000
SAAB B 8 1.170000 3447.200000 70.200000 2.080000 3377.000000
Boozt 12 0.780000 1710.000000 56.000000 3.390000 1653.999996
Corem Property Group B 59 0.380000 624.810000 47.810000 8.290000 576.999999
AcadeMedia 12 -1.090000 600.600000 43.600000 7.830000 557.000004
Samhällsbyggnadsbo. i Norden B 20 0.720000 393.700000 38.700000 10.900000 355.000000
Resurs Holding 22 0.290000 611.160000 37.160000 6.470000 573.999998
MedCap 2 0.000000 456.000000 35.000000 8.310000 421.000000
HMS Networks 2 -1.860000 697.600000 24.600000 3.660000 673.000000
Nordea Bank Abp 29 0.520000 3472.460000 18.460000 0.530000 3453.999992
Swedbank A 3 -0.390000 578.850000 14.850000 2.630000 564.000000
Securitas B 6 -0.690000 584.520000 14.520000 2.550000 570.000000
Intrum 4 -0.880000 540.600000 13.600000 2.580000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
OEM International B 7 0.390000 541.100000 13.100000 2.480000 527.999997
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
Coor Service Management Hold. 8 0.150000 542.800000 10.800000 2.030000 532.000000
Norva24 Group 16 -2.430000 552.640000 9.640000 1.780000 543.000000
Samhällsbyggnadsbo. i Norden D 12 0.290000 251.040000 5.040000 2.050000 246.000000
Karnov Group 9 -0.500000 540.000000 4.000000 0.750000 536.000004
Handelsbanken A 5 -0.090000 547.250000 1.250000 0.230000 546.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Essity B 2 0.000000 560.600000 -13.400000 -2.330000 574.000000
Midsona B 63 -1.210000 567.000000 -16.000000 -2.740000 582.999984
CTEK 13 -1.060000 511.940000 -22.060000 -4.130000 533.999999
Essity A 4 -0.530000 1124.000000 -25.000000 -2.180000 1149.000000
International Petroleum Corp. 5 -1.250000 551.000000 -43.570000 -7.330000 594.565215
Sampo Oyj SDB 7 -0.180000 3801.000000 -49.000000 -1.270000 3850.000000
Vivesto 1368 0.500000 549.940000 -63.060000 -10.290000 612.999432
Axfood 13 0.760000 3610.100000 -145.900000 -3.880000 3756.000001
Fasadgruppen Group 35 1.760000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 -1.370000 1428.300000 -235.700000 -14.160000 1663.999992
Ovzon 52 -2.000000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 46441.710000 -446.860000 -1.63112% 46888.564618

Updated:¶

'2023-01-25 10:02:30.649319'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶